+7,463.6%
CI vs BN
+15,251.3%
-7,787.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +1.3% | -2.5% | +3.8% | +2.1% |
| 30D | +4.4% | -9.5% | +13.9% | +8.1% |
| 3M | +0.7% | -10.4% | +11.0% | +4.3% |
| 6M | +0.3% | -6.4% | +6.7% | +1.7% |
| YTD | +3.8% | -11.9% | +15.7% | +7.0% |
| 1Y | -5.5% | -8.6% | +3.1% | -4.1% |
| 3Y | +8.1% | +77.6% | -69.4% | -17.9% |
| 5Y | +42.8% | +37.0% | +5.8% | +15.8% |
| 10Y | +143.9% | +266.4% | -122.5% | +34.3% |
| All | +7,463.6% | +15,251.3% | -7,787.8% | +1,741.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling